File Download
There are no files associated with this item.
Links for fulltext
(May Require Subscription)
- Publisher Website: 10.1348/000711010X508683
- Scopus: eid_2-s2.0-79954597892
- PMID: 21492131
- WOS: WOS:000289631700004
- Find via
Supplementary
-
Bookmarks:
- CiteULike: 1
- Citations:
- Appears in Collections:
Article: A comparison of two-stage procedures for testing least-squares coefficients under heteroscedasticity
Title | A comparison of two-stage procedures for testing least-squares coefficients under heteroscedasticity | ||||
---|---|---|---|---|---|
Authors | |||||
Issue Date | 2011 | ||||
Publisher | The British Psychological Society. The Journal's web site is located at http://www.bps.org.uk/publications/jMS_1.cfm | ||||
Citation | British Journal Of Mathematical And Statistical Psychology, 2011, v. 64 n. 2, p. 244-258 How to Cite? | ||||
Abstract | This study explores the performance of several two-stage procedures for testing ordinary least-squares (OLS) coefficients under heteroscedasticity. A test of the usual homoscedasticity assumption is carried out in the first stage of the procedure. Subsequently, a test of the regression coefficients is chosen and performed in the second stage. Three recently developed methods for detecting heteroscedasticity are examined. In addition, three heteroscedastic robust tests of OLS coefficients are considered. A major finding is that performing a test of heteroscedasticity prior to applying a heteroscedastic robust test can lead to poor control over Type I errors. ©2010 The British Psychological Society. | ||||
Persistent Identifier | http://hdl.handle.net/10722/135570 | ||||
ISSN | 2023 Impact Factor: 1.5 2023 SCImago Journal Rankings: 1.735 | ||||
ISI Accession Number ID |
Funding Information: Computation for the work described in this paper was supported by the University of Southern California Center for High-Performance Computing and Communications (www.usc.edu/hpcc). | ||||
References |
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Ng, M | en_HK |
dc.contributor.author | Wilcox, RR | en_HK |
dc.date.accessioned | 2011-07-27T01:37:19Z | - |
dc.date.available | 2011-07-27T01:37:19Z | - |
dc.date.issued | 2011 | en_HK |
dc.identifier.citation | British Journal Of Mathematical And Statistical Psychology, 2011, v. 64 n. 2, p. 244-258 | en_HK |
dc.identifier.issn | 0007-1102 | en_HK |
dc.identifier.uri | http://hdl.handle.net/10722/135570 | - |
dc.description.abstract | This study explores the performance of several two-stage procedures for testing ordinary least-squares (OLS) coefficients under heteroscedasticity. A test of the usual homoscedasticity assumption is carried out in the first stage of the procedure. Subsequently, a test of the regression coefficients is chosen and performed in the second stage. Three recently developed methods for detecting heteroscedasticity are examined. In addition, three heteroscedastic robust tests of OLS coefficients are considered. A major finding is that performing a test of heteroscedasticity prior to applying a heteroscedastic robust test can lead to poor control over Type I errors. ©2010 The British Psychological Society. | en_HK |
dc.language | eng | en_US |
dc.publisher | The British Psychological Society. The Journal's web site is located at http://www.bps.org.uk/publications/jMS_1.cfm | en_HK |
dc.relation.ispartof | British Journal of Mathematical and Statistical Psychology | en_HK |
dc.subject.mesh | Humans | - |
dc.subject.mesh | Least-Squares Analysis | - |
dc.subject.mesh | Mathematical Computing | - |
dc.subject.mesh | Regression Analysis | - |
dc.subject.mesh | Software | - |
dc.title | A comparison of two-stage procedures for testing least-squares coefficients under heteroscedasticity | en_HK |
dc.type | Article | en_HK |
dc.identifier.email | Ng, M: marieng@hku.hk | en_HK |
dc.identifier.authority | Ng, M=rp01451 | en_HK |
dc.description.nature | link_to_subscribed_fulltext | - |
dc.identifier.doi | 10.1348/000711010X508683 | en_HK |
dc.identifier.pmid | 21492131 | - |
dc.identifier.scopus | eid_2-s2.0-79954597892 | en_HK |
dc.identifier.hkuros | 186134 | en_US |
dc.relation.references | http://www.scopus.com/mlt/select.url?eid=2-s2.0-79954597892&selection=ref&src=s&origin=recordpage | en_HK |
dc.identifier.volume | 64 | en_HK |
dc.identifier.issue | 2 | en_HK |
dc.identifier.spage | 244 | en_HK |
dc.identifier.epage | 258 | en_HK |
dc.identifier.eissn | 2044-8317 | - |
dc.identifier.isi | WOS:000289631700004 | - |
dc.publisher.place | United Kingdom | en_HK |
dc.identifier.scopusauthorid | Ng, M=36155754200 | en_HK |
dc.identifier.scopusauthorid | Wilcox, RR=7202527113 | en_HK |
dc.identifier.citeulike | 9576247 | - |
dc.identifier.issnl | 0007-1102 | - |